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A fresh look at the risk-return tradeoff

Wang, Cindy S. H.; Chen, Yi-Chi; Lo, Hsin-Yu - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013332809

Exploring the sources of uncertainty : why does bagging for time series forecasting work?

Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph - In: European journal of operational research : EJOR 268 (2018) 2, pp. 545-554

Persistent link: https://www.econbiz.de/10011852628

Macroeconomic uncertainty and vector autoregressions

Forni, Mario; Gambetti, Luca; Sala, Luca - 2021

Persistent link: https://www.econbiz.de/10012417673

Galton's Error and the under-representation of systematic risk

Los, Cornelis Albertus - In: Journal of banking & finance 23 (1999) 12, pp. 1793-1829

Persistent link: https://www.econbiz.de/10001428991

Quantifying uncertainty in PLS-SEM-based mediation analyses

Sarstedt, Marko; Moisescu, Ovidiu Ioan - In: Journal of marketing analytics : JMA 12 (2024) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10014538770

Tail expectile process and risk assessment

Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles - 2018

Persistent link: https://www.econbiz.de/10013490908

Quantifying risk and uncertainty in macroeconomic forecasts

Knüppel, Malte (contributor); … - 2007

This paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non-parametric procedures are developed. The former are based on a class of asymmetrically weighted normal distributions whereas the latter employ asymmetric bootstrap simulations. Both...